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<table width="100%" summary="page for Pound"><tr><td>Pound</td><td align="right">R Documentation</td></tr></table>

<h2>Pound-dollar Exchange Rate </h2>

<h3>Description</h3>


<p>weekly observations from 1975 to 1989
</p>
<p><EM>number of observations</EM> :  778
</p>
<p><EM>observation</EM> :  country
</p>
<p><EM>country</EM> :  Germany
</p>


<h3>Usage</h3>

<pre>data(Pound)</pre>


<h3>Format</h3>

<p>A dataframe containing :
</p>

<dl>
<dt>date</dt><dd><p>the date of the observation (19850104 is January, 4, 1985)</p>
</dd>
<dt>s</dt><dd><p>the ask price of the dollar in units of Pound in the spot market on friday of the current week</p>
</dd>
<dt>f</dt><dd><p>the ask price of the dollar in units of Pound in the 30-day forward market on friday of the current week</p>
</dd>
<dt>s30</dt><dd><p>the bid price of the dollar in units of Pound in the spot market on the delivery date on a current forward contract</p>
</dd>
</dl>



<h3>Source</h3>


<p>Bekaert, G.  and  R.  Hodrick (1993) &ldquo;On biases in the measurement of foreign exchange risk premiums&rdquo;, <EM>Journal of International Money and Finance</EM>, <B>12</B>, 115-138.
</p>


<h3>References</h3>


<p>Hayashi, F. (2000) <EM>Econometrics</EM>, Princeton University Press, <a href="http://www.e.u-tokyo.ac.jp/~hayashi/hayashi_econometrics.htm">http://www.e.u-tokyo.ac.jp/~hayashi/hayashi_econometrics.htm</a>, chapter 6, 438-443.
</p>


<h3>See Also</h3>

<p><code>Index.Source</code>, <code>Index.Economics</code>, <code>Index.Econometrics</code>, <code>Index.Observations</code>,
</p>
<p><code>Index.Time.Series</code></p>


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